Edit Profile (opens in new tab) Tang, Qihe Co-Author Distance Author ID: tang.qihe Published as: Tang, Qihe; Tang, Q. H.; Tang, Qi-he; Tang, Qi He; Tang, QiHe; Tang, Q. more...less External Links: MGP · ORCID · Google Scholar · ResearchGate · dblp Documents Indexed: 101 Publications since 1999 1 Contribution as Editor Reviewing Activity: 9 Reviews Co-Authors: 68 Co-Authors with 86 Joint Publications 2,350 Co-Co-Authors all top 5 Co-Authors 15 single-authored 10 Su, Chun 9 Kaas, Rob 9 Yuan, Zhongyi 7 Jiang, Tao 6 Goovaerts, Marc J. 6 Ng, Kai Wang 5 Dhaene, Jan 5 Tsitsiashvili, Gurami Sh. 5 Yang, Hailiang 4 Kong, Fanchao 3 Cheng, Yebin 3 Hao, Xuemiao 3 Konstantinides, Dimitrios G. 3 Laeven, Roger J. A. 3 Li, Jinzhu 3 Liu, Haibo 3 Tong, Zhiwei 3 Vernic, Raluca 3 Yan, Jia-An 3 Yang, Fan 3 Yang, Yang 2 Cheung, Ka Chun 2 Jiang, Jun 2 Li, Han 2 Liu, Yan 2 Lo, Ambrose 2 Tang, Zhaofeng 2 Vanduffel, Steven 2 Vyncke, David 2 Wang, Dingcheng 2 Wei, Li 2 Xun, Li 1 Asimit, Alexandru V. 1 Blanchet, Jose H. 1 Cao, Long 1 Chen, Yiqing 1 Furman, Edward 1 Geluk, Jaap L. 1 Ha, Xuemiao 1 Hashorva, Enkelejd 1 He, Junnan 1 Hu, Zhishui 1 Ko, Bangwon 1 Kukush, Oleksandr Georgiĭovych 1 Lam, Henry 1 Li, Bin 1 Li, Junhai 1 Li, Xin 1 Liang, Hanying 1 Lin, Sheldon 1 Linders, Daniël 1 Ling, Hok Kan 1 Liu, Zaiming 1 Nam, Hee-Seok 1 Pakes, Anthony G. 1 Shi, Xiaojun 1 Wang, Guojing 1 Wang, Jinliang 1 Willmot, Gordon E. 1 Wu, Rong 1 Yam, Sheung Chi Phillip 1 Yang, Yunshen 1 Yuen, Fei Lung 1 Yuen, Kam Chuen 1 Zhang, Huan 1 Zhang, Jinsong 1 Zhou, Xiaowen 1 Zhu, Jinxia all top 5 Serials 20 Insurance Mathematics & Economics 11 Journal of Applied Probability 7 Statistics & Probability Letters 7 ASTIN Bulletin 5 Scandinavian Actuarial Journal 5 North American Actuarial Journal 4 Southeast Asian Bulletin of Mathematics 4 European Journal of Operational Research 4 Extremes 3 Advances in Applied Probability 3 Science in China. Series A 3 Stochastic Models 2 Acta Mathematicae Applicatae Sinica. English Series 2 Chinese Journal of Applied Probability and Statistics 2 Bernoulli 2 Probability in the Engineering and Informational Sciences 2 Belgian Actuarial Bulletin 2 Science China. Mathematics 1 Bulletin of the Korean Mathematical Society 1 Chinese Annals of Mathematics. Series A 1 Stochastic Analysis and Applications 1 Advances in Mathematics (Beijing) 1 Journal of Theoretical Probability 1 Stochastic Processes and their Applications 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Probability 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of the Australian Mathematical Society 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of University of Science and Technology of China 1 European Actuarial Journal all top 5 Fields 65 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 62 Probability theory and stochastic processes (60-XX) 46 Statistics (62-XX) 1 History and biography (01-XX) 1 Difference and functional equations (39-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 91 Publications have been cited 2,535 times in 1,036 Documents Cited by ▼ Year ▼ Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563 Tang, Qihe; Tsitsiashvili, Gurami 237 2003 Risk measures and comonotonicity: a review. Zbl 1159.91403 Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 154 2006 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040 Tang, Qihe; Tsitsiashvili, Gurami 102 2004 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061 Li, Jinzhu; Tang, Qihe; Wu, Rong 99 2010 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017 Tang, Qihe; Tsitsiashvili, Gurami 86 2003 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032 Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 81 2004 Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034 Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong 78 2001 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017 Geluk, Jaap; Tang, Qihe 71 2009 Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021 Tang, Qihe 61 2006 Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008 Wang, Dingcheng; Tang, Qihe 59 2006 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029 Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 56 2002 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012 Cai, Jun; Tang, Qihe 56 2004 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026 Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 56 2005 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090 Hao, Xuemiao; Tang, Qihe 56 2008 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029 Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 55 2011 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089 Tang, Qihe; Yuan, Zhongyi 53 2014 On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056 Li, Junhai; Liu, Zaiming; Tang, Qihe 52 2007 Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152 Tang, Qihe 49 2007 The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500 Tang, Qihe 48 2005 Asymptotics of random contractions. Zbl 1231.91196 Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 44 2010 Remarks on quantiles and distortion risk measures. Zbl 1256.91027 Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 44 2012 Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544 Cheng, Yebin; Tang, Qihe 39 2003 The subexponentiality of products revisited. Zbl 1142.60012 Tang, Qihe 39 2006 Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312 Tang, Qihe 38 2004 Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310 Ko, Bangwon; Tang, Qihe 37 2008 Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030 Tang, Qihe 37 2005 From light tails to heavy tails through multiplier. Zbl 1199.60040 Tang, Qihe 35 2008 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414 Tang, Qihe; Wang, Guojing; Yuen, Kam C. 33 2010 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505 Ng, K. W.; Tang, Q. H.; Yang, Hailiang 31 2002 A comonotonic image of independence for additive risk measures. Zbl 1122.91341 Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe 31 2004 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145 Kaas, Rob; Tang, Qihe 27 2005 On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084 Tang, Qihe; Yang, Fan 27 2012 Precise large deviations for the prospective-loss process. Zbl 1028.60024 Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang 27 2003 The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094 Tang, Qihe 25 2004 On convolution equivalence with applications. Zbl 1114.60015 Tang, Qihe 24 2006 Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243 Tang, Qihe; Wei, Li 19 2010 Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036 Tang, Qihe 18 2008 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017 Chen, Yiqing; Ng, Kai W.; Tang, Qihe 18 2005 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515 Kaas, Rob; Tang, Qihe 18 2003 A unified approach to generate risk measures. Zbl 1098.91539 Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048 Li, Jinzhu; Tang, Qihe 18 2015 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061 Tang, Qihe; Vernic, Raluca 16 2007 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056 Tang, Qihe; Yuan, Zhongyi 16 2013 Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038 Tang, Qihe 15 2004 Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351 Wang, Dingcheng; Tang, Qihe 15 2004 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098 Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 15 2014 Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012 Su, Chun; Tang, Qi-he 15 2003 The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098 Jiang, Jun; Tang, Qihe 14 2011 The overshoot of a random walk with negative drift. Zbl 1108.60042 Tang, Qihe 13 2007 Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049 Ng, Kai W.; Tang, Qihe 13 2004 A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128 Tang, Qihe; Yuan, Zhongyi 13 2012 Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180 Hao, Xuemiao; Tang, Qihe 13 2012 Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022 Nam, Hee Seok; Tang, Qihe; Yang, Fan 12 2011 Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490 Tang, Qihe 12 2006 A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501 Tang, Qihe; Yan, Jia’an 12 2002 Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217 Tang, Qihe; Yang, Fan 12 2014 Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316 Tang, Qihe; Yang, Yang 12 2019 A time-homogeneous diffusion model with tax. Zbl 1271.62246 Li, Bin; Tang, Qihe; Zhou, Xiaowen 12 2013 The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010 Liu, Yan; Tang, Qihe 11 2010 Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241 Jiang, Jun; Tang, Qihe 10 2008 Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104 Hao, Xuemiao; Tang, Qihe 9 2009 Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599 Cheng, Yebin; Tang, Qihe; Yang, Hailiang 9 2002 Random difference equations with subexponential innovations. Zbl 1362.60064 Tang, QiHe; Yuan, ZhongYi 8 2016 A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025 Su, Chun; Tang, Qihe; Jiang, Tao 8 2001 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094 Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 8 2010 Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370 Tang, Qihe; Tang, Zhaofeng; Yang, Yang 8 2019 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018 Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 Liquidation risk in insurance under contemporary regulatory frameworks. Zbl 1446.91067 Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia 7 2020 A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115 Tang, Qihe 6 2003 A note on max-sum equivalence. Zbl 1211.62085 Li, Jinzhu; Tang, Qihe 6 2010 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393 Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 5 2017 Risk reducers in convex order. Zbl 1371.91091 He, Junnan; Tang, Qihe; Zhang, Huan 4 2016 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019 Kaas, Rob; Goovaerts, Marc; Tang, Qihe 4 2004 On additivity of tail comonotonic risks. Zbl 1426.91210 Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 4 2019 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236 Li, Han; Tang, Qihe 4 2019 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288 Tang, Qihe; Yuan, Zhongyi 4 2019 Indifference pricing of insurance-linked securities in a multi-period model. Zbl 1487.91140 Liu, Haibo; Tang, Qihe; Yuan, Zhongyi 4 2021 Robust actuarial risk analysis. Zbl 1411.91266 Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi 3 2019 Insurance risk analysis of financial networks vulnerable to a shock. Zbl 1506.91177 Tang, Qihe; Tong, Zhiwei; Xun, Li 3 2022 An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568 Tang, Qihe 2 2002 On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045 Ha, Xuemiao; Tang, Qihe; Wei, Li 2 2009 Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515 Tang, Qihe; Su, Chun 2 2002 Large portfolio losses in a turbulent market. Zbl 1487.91151 Tang, Qihe; Tong, Zhiwei; Yang, Yang 2 2021 Universally marketable insurance under multivariate mixtures. Zbl 1471.91472 Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng 2 2021 Notes on Erdős’ conjecture. Zbl 0965.60037 Kong, Fanchao; Tang, Qihe 1 2000 A theorem on the convergence of sums of independent random variables. Zbl 0999.60029 Kong, Fanchao; Tang, Qihe 1 2001 The reliability of negatively associated dependence structures. Zbl 1155.62449 Su, Chun; Jiang, Tao; Tang, Qi He; Liang, Han Ying 1 2002 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036 Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 Extension of some classical results on ruin probability to delayed renewal model. Zbl 1031.91059 Su, Chun; Jiang, Tao; Tang, Qi-he 1 2002 Ruin probabilities for large claims in equilibrium renewal models. Zbl 1006.62089 Kong, Fanchao; Cao, Long; Wang, Jinliang; Tang, Qihe 1 2002 Characterizations of the heaviness of distribution tails of non-negative variables. Zbl 1481.60031 Su, Chun; Hu, Zhi Shui; Tang, Qi He 1 2003 Insurance risk analysis of financial networks vulnerable to a shock. Zbl 1506.91177 Tang, Qihe; Tong, Zhiwei; Xun, Li 3 2022 Indifference pricing of insurance-linked securities in a multi-period model. Zbl 1487.91140 Liu, Haibo; Tang, Qihe; Yuan, Zhongyi 4 2021 Large portfolio losses in a turbulent market. Zbl 1487.91151 Tang, Qihe; Tong, Zhiwei; Yang, Yang 2 2021 Universally marketable insurance under multivariate mixtures. Zbl 1471.91472 Lo, Ambrose; Tang, Qihe; Tang, Zhaofeng 2 2021 Liquidation risk in insurance under contemporary regulatory frameworks. Zbl 1446.91067 Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia 7 2020 Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316 Tang, Qihe; Yang, Yang 12 2019 Sharp asymptotics for large portfolio losses under extreme risks. Zbl 1431.91370 Tang, Qihe; Tang, Zhaofeng; Yang, Yang 8 2019 On additivity of tail comonotonic risks. Zbl 1426.91210 Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung 4 2019 Analyzing mortality bond indexes via hierarchical forecast reconciliation. Zbl 1427.91236 Li, Han; Tang, Qihe 4 2019 CAT bond pricing under a product probability measure with pot risk characterization. Zbl 1410.91288 Tang, Qihe; Yuan, Zhongyi 4 2019 Robust actuarial risk analysis. Zbl 1411.91266 Blanchet, Jose; Lam, Henry; Tang, Qihe; Yuan, Zhongyi 3 2019 A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393 Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi 5 2017 Random difference equations with subexponential innovations. Zbl 1362.60064 Tang, QiHe; Yuan, ZhongYi 8 2016 Risk reducers in convex order. Zbl 1371.91091 He, Junnan; Tang, Qihe; Zhang, Huan 4 2016 Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048 Li, Jinzhu; Tang, Qihe 18 2015 Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089 Tang, Qihe; Yuan, Zhongyi 53 2014 Reducing risk by merging counter-monotonic risks. Zbl 1291.91098 Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe 15 2014 Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217 Tang, Qihe; Yang, Fan 12 2014 Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056 Tang, Qihe; Yuan, Zhongyi 16 2013 A time-homogeneous diffusion model with tax. Zbl 1271.62246 Li, Bin; Tang, Qihe; Zhou, Xiaowen 12 2013 Remarks on quantiles and distortion risk measures. Zbl 1256.91027 Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe 44 2012 On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084 Tang, Qihe; Yang, Fan 27 2012 A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128 Tang, Qihe; Yuan, Zhongyi 13 2012 Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180 Hao, Xuemiao; Tang, Qihe 13 2012 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029 Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 55 2011 The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098 Jiang, Jun; Tang, Qihe 14 2011 Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022 Nam, Hee Seok; Tang, Qihe; Yang, Fan 12 2011 Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061 Li, Jinzhu; Tang, Qihe; Wu, Rong 99 2010 Asymptotics of random contractions. Zbl 1231.91196 Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe 44 2010 Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414 Tang, Qihe; Wang, Guojing; Yuen, Kam C. 33 2010 Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243 Tang, Qihe; Wei, Li 19 2010 The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010 Liu, Yan; Tang, Qihe 11 2010 The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094 Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe 8 2010 A note on max-sum equivalence. Zbl 1211.62085 Li, Jinzhu; Tang, Qihe 6 2010 Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017 Geluk, Jaap; Tang, Qihe 71 2009 Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104 Hao, Xuemiao; Tang, Qihe 9 2009 On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045 Ha, Xuemiao; Tang, Qihe; Wei, Li 2 2009 A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090 Hao, Xuemiao; Tang, Qihe 56 2008 Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310 Ko, Bangwon; Tang, Qihe 37 2008 From light tails to heavy tails through multiplier. Zbl 1199.60040 Tang, Qihe 35 2008 Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036 Tang, Qihe 18 2008 Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241 Jiang, Jun; Tang, Qihe 10 2008 On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056 Li, Junhai; Liu, Zaiming; Tang, Qihe 52 2007 Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152 Tang, Qihe 49 2007 The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061 Tang, Qihe; Vernic, Raluca 16 2007 The overshoot of a random walk with negative drift. Zbl 1108.60042 Tang, Qihe 13 2007 Risk measures and comonotonicity: a review. Zbl 1159.91403 Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. 154 2006 Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021 Tang, Qihe 61 2006 Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008 Wang, Dingcheng; Tang, Qihe 59 2006 The subexponentiality of products revisited. Zbl 1142.60012 Tang, Qihe 39 2006 On convolution equivalence with applications. Zbl 1114.60015 Tang, Qihe 24 2006 Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490 Tang, Qihe 12 2006 The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026 Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca 56 2005 The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500 Tang, Qihe 48 2005 Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030 Tang, Qihe 37 2005 A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145 Kaas, Rob; Tang, Qihe 27 2005 Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017 Chen, Yiqing; Ng, Kai W.; Tang, Qihe 18 2005 Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040 Tang, Qihe; Tsitsiashvili, Gurami 102 2004 Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032 Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang 81 2004 On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012 Cai, Jun; Tang, Qihe 56 2004 Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312 Tang, Qihe 38 2004 A comonotonic image of independence for additive risk measures. Zbl 1122.91341 Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe 31 2004 The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094 Tang, Qihe 25 2004 Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038 Tang, Qihe 15 2004 Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351 Wang, Dingcheng; Tang, Qihe 15 2004 Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049 Ng, Kai W.; Tang, Qihe 13 2004 Capital requirements, risk measures and comonotonicity. Zbl 1357.91018 Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David 7 2004 Some useful counterexamples regarding comonotonicity. Zbl 1357.91019 Kaas, Rob; Goovaerts, Marc; Tang, Qihe 4 2004 Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036 Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh. 1 2004 Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563 Tang, Qihe; Tsitsiashvili, Gurami 237 2003 Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017 Tang, Qihe; Tsitsiashvili, Gurami 86 2003 Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544 Cheng, Yebin; Tang, Qihe 39 2003 Precise large deviations for the prospective-loss process. Zbl 1028.60024 Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang 27 2003 Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515 Kaas, Rob; Tang, Qihe 18 2003 A unified approach to generate risk measures. Zbl 1098.91539 Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe 18 2003 Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012 Su, Chun; Tang, Qi-he 15 2003 A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115 Tang, Qihe 6 2003 Characterizations of the heaviness of distribution tails of non-negative variables. Zbl 1481.60031 Su, Chun; Hu, Zhi Shui; Tang, Qi He 1 2003 Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029 Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami 56 2002 Maxima of sums of heavy-tailed random variables. Zbl 1098.60505 Ng, K. W.; Tang, Q. H.; Yang, Hailiang 31 2002 A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501 Tang, Qihe; Yan, Jia’an 12 2002 Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599 Cheng, Yebin; Tang, Qihe; Yang, Hailiang 9 2002 An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568 Tang, Qihe 2 2002 Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515 Tang, Qihe; Su, Chun 2 2002 The reliability of negatively associated dependence structures. Zbl 1155.62449 Su, Chun; Jiang, Tao; Tang, Qi He; Liang, Han Ying 1 2002 Extension of some classical results on ruin probability to delayed renewal model. Zbl 1031.91059 Su, Chun; Jiang, Tao; Tang, Qi-he 1 2002 Ruin probabilities for large claims in equilibrium renewal models. Zbl 1006.62089 Kong, Fanchao; Cao, Long; Wang, Jinliang; Tang, Qihe 1 2002 Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034 Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong 78 2001 A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025 Su, Chun; Tang, Qihe; Jiang, Tao 8 2001 A theorem on the convergence of sums of independent random variables. Zbl 0999.60029 Kong, Fanchao; Tang, Qihe 1 2001 Notes on Erdős’ conjecture. Zbl 0965.60037 Kong, Fanchao; Tang, Qihe 1 2000 all cited Publications top 5 cited Publications all top 5 Cited by 1,012 Authors 71 Tang, Qihe 64 Yang, Yang 41 Šiaulys, Jonas 40 Wang, Yuebao 32 Wang, Kaiyong 29 Gao, Qingwu 29 Li, Jinzhu 28 Leipus, Remigijus 24 Hashorva, Enkelejd 21 Chen, Yiqing 21 Cheung, Ka Chun 21 Yuen, Kam Chuen 20 Cheng, Dongya 20 Fu, Ke’ang 19 Dhaene, Jan 17 Liu, Xijun 17 Shen, Xinmei 17 Wang, Dingcheng 17 Wang, Shijie 16 Lu, Dawei 15 Vanduffel, Steven 14 Goovaerts, Marc J. 13 Chen, Yu 13 Cheng, Fengyang 13 Laeven, Roger J. A. 13 Ng, Kai Wang 13 Wang, Ruodu 12 Asimit, Alexandru V. 12 Konstantinides, Dimitrios G. 12 Zhang, Zhimin 11 Song, Lixin 11 Wang, Wenyuan 11 Yang, Hailiang 10 Boonen, Tim J. 10 Kaas, Rob 10 Lo, Ambrose 10 Yin, Chuancun 10 Yuan, Zhongyi 9 Albrecher, Hansjörg 9 Guo, Fenglong 9 Hu, Yijun 9 Jiang, Tao 9 Li, Shuanming 9 Peng, Jiangyan 9 Zhang, Yi 9 Zitikis, Ričardas 8 Ahn, Jae Youn 8 Geng, Bingzhen 8 Lefèvre, Claude 8 Mao, Tiantian 8 Tan, Ken Seng 8 Wei, Li 8 Yang, Fan 8 Yu, Changjun 7 Cui, Zhaolei 7 Furman, Edward 7 Linders, Daniël 7 Liu, Jiajun 7 Su, Chun 7 Vernic, Raluca 7 Wang, Wensheng 7 Yang, Haizhong 6 Bai, Xiaodong 6 Cai, Jun 6 Cheung, Eric C. K. 6 Guillen, Montserrat 6 Landsman, Zinoviy M. 6 Lin, Jianxi 6 Loisel, Stéphane 6 Peng, Liang 6 Weng, Chengguo 6 Willmot, Gordon E. 6 Xu, Hui 5 Bernard, Carole L. 5 Griffin, Philip S. 5 Hu, Taizhong 5 Kim, Joseph Hyun Tae 5 Landriault, David 5 Li, Bin 5 Lin, Jinguan 5 Lin, Zhengyan 5 Liu, Jie 5 Liu, Yang 5 Pakes, Anthony G. 5 Psarrakos, Georgios 5 Ragulina, Olena 5 Santolino, Miguel 5 Wang, Xuejun 5 Wu, Rong 5 Yam, Sheung Chi Phillip 5 Yang, Hu 5 Zhang, WeiPing 5 Zhang, Yiying 4 Asmussen, Søren 4 Badescu, Alexandru M. 4 Badescu, Andrei L. 4 Bazyari, Abouzar 4 Bi, Xiuchun 4 Cang, Yuquan 4 Chen, Yang ...and 912 more Authors all top 5 Cited in 133 Serials 231 Insurance Mathematics & Economics 82 Communications in Statistics. Theory and Methods 79 Statistics & Probability Letters 45 Scandinavian Actuarial Journal 33 Journal of Applied Probability 31 Lithuanian Mathematical Journal 26 ASTIN Bulletin 25 Journal of Mathematical Analysis and Applications 22 Journal of Computational and Applied Mathematics 20 Advances in Applied Probability 19 North American Actuarial Journal 18 Acta Mathematicae Applicatae Sinica. English Series 18 Methodology and Computing in Applied Probability 16 European Journal of Operational Research 16 Journal of Inequalities and Applications 15 Journal of Industrial and Management Optimization 13 Extremes 13 Stochastic Models 13 Journal of the Korean Statistical Society 10 Applied Mathematics. Series B (English Edition) 10 European Actuarial Journal 10 Modern Stochastics. Theory and Applications 9 Journal of Theoretical Probability 9 Nonlinear Analysis. Modelling and Control 9 Stochastics 9 Frontiers of Mathematics in China 8 Acta Mathematica Sinica. English Series 8 Science China. Mathematics 7 Stochastic Analysis and Applications 7 Japan Journal of Industrial and Applied Mathematics 7 Probability in the Engineering and Informational Sciences 6 Journal of Multivariate Analysis 6 Annals of Operations Research 5 Applied Mathematics and Computation 5 Science in China. Series A 5 Stochastic Processes and their Applications 5 Bernoulli 5 Mathematical Problems in Engineering 5 Applied Stochastic Models in Business and Industry 5 Quantitative Finance 5 Journal of Systems Science and Complexity 4 Mathematics of Operations Research 4 Chinese Annals of Mathematics. Series B 4 Queueing Systems 4 The Annals of Applied Probability 4 Communications in Statistics. Simulation and Computation 4 Dependence Modeling 3 Computers & Mathematics with Applications 3 Rocky Mountain Journal of Mathematics 3 Filomat 3 Finance and Stochastics 3 Mathematical Finance 3 Abstract and Applied Analysis 3 Computational Management Science 3 Journal of Mathematical Inequalities 2 Operations Research 2 Siberian Mathematical Journal 2 Statistics 2 Probability Theory and Related Fields 2 Journal of Statistical Computation and Simulation 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Journal of Difference Equations and Applications 2 International Journal of Theoretical and Applied Finance 2 Decisions in Economics and Finance 2 Journal of Statistical Mechanics: Theory and Experiment 2 Journal of Physics A: Mathematical and Theoretical 2 Advances in Decision Sciences 2 Annals of Finance 2 Statistics & Risk Modeling 2 Communications in Mathematics and Statistics 1 Discrete Applied Mathematics 1 Journal of Mathematical Physics 1 Physica A 1 The Annals of Probability 1 Applied Mathematics and Optimization 1 Automatica 1 Biometrics 1 Fuzzy Sets and Systems 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Economic Theory 1 Journal of the Korean Mathematical Society 1 Journal of Mathematical Economics 1 Journal of Optimization Theory and Applications 1 Journal of Statistical Planning and Inference 1 Acta Mathematicae Applicatae Sinica 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Statistical Science 1 International Journal of Approximate Reasoning 1 Computational Mathematics and Modeling 1 Economic Quality Control 1 Applied Mathematical Modelling 1 Automation and Remote Control 1 Cybernetics and Systems Analysis 1 Test 1 Journal of Computer and Systems Sciences International 1 Theory of Probability and Mathematical Statistics 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) ...and 33 more Serials all top 5 Cited in 31 Fields 723 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 620 Probability theory and stochastic processes (60-XX) 486 Statistics (62-XX) 36 Operations research, mathematical programming (90-XX) 16 Systems theory; control (93-XX) 10 Numerical analysis (65-XX) 6 Integral transforms, operational calculus (44-XX) 6 Functional analysis (46-XX) 5 Measure and integration (28-XX) 5 Integral equations (45-XX) 4 Real functions (26-XX) 4 Computer science (68-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Number theory (11-XX) 3 Difference and functional equations (39-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Mathematical logic and foundations (03-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Sequences, series, summability (40-XX) 1 Convex and discrete geometry (52-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Mathematics education (97-XX) Citations by Year